-70.7%
JBLU vs GEN
+22.3%
-93.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.2% |
| 7D | -5.0% | -1.3% | -3.7% | -4.4% |
| 30D | -23.9% | +6.1% | -30.0% | -25.8% |
| 3M | -11.6% | +27.0% | -38.6% | -20.3% |
| 6M | -0.2% | +43.9% | -44.1% | -16.1% |
| YTD | -3.3% | +13.0% | -16.3% | -9.4% |
| 1Y | -15.4% | +4.0% | -19.4% | -17.6% |
| 3Y | -14.7% | +66.2% | -80.9% | -32.0% |
| All | -70.7% | +22.3% | -93.0% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling